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YNDX.ME vs. LKOH.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


YNDX.MELKOH.ME

Fundamentals


YNDX.MELKOH.ME
Market CapRUB 555.29BRUB 5.05T
EPS-RUB 71.61RUB 1.13K
PEG Ratio0.000.00

Correlation

-0.50.00.51.00.5

The correlation between YNDX.ME and LKOH.ME is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

YNDX.ME vs. LKOH.ME - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-13.76%
YNDX.ME
LKOH.ME

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Risk-Adjusted Performance

YNDX.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and PJSC LUKOIL (LKOH.ME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.30
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.006.003.25
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 0.84, compared to the broader market0.002.004.006.000.84
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 11.70, compared to the broader market0.0010.0020.0030.0011.70
LKOH.ME
Sharpe ratio
The chart of Sharpe ratio for LKOH.ME, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08
Sortino ratio
The chart of Sortino ratio for LKOH.ME, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.006.000.06
Omega ratio
The chart of Omega ratio for LKOH.ME, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for LKOH.ME, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for LKOH.ME, currently valued at -0.20, compared to the broader market0.0010.0020.0030.00-0.20

YNDX.ME vs. LKOH.ME - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.30
-0.08
YNDX.ME
LKOH.ME

Dividends

YNDX.ME vs. LKOH.ME - Dividend Comparison

YNDX.ME has not paid dividends to shareholders, while LKOH.ME's dividend yield for the trailing twelve months is around 12.37%.


TTM20232022202120202019201820172016201520142013
YNDX.ME
Yandex N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LKOH.ME
PJSC LUKOIL
12.37%19.07%19.47%8.42%7.66%5.62%4.50%6.15%5.42%6.78%5.39%4.90%

Drawdowns

YNDX.ME vs. LKOH.ME - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.57%
-18.04%
YNDX.ME
LKOH.ME

Volatility

YNDX.ME vs. LKOH.ME - Volatility Comparison

The current volatility for Yandex N.V. (YNDX.ME) is 0.00%, while PJSC LUKOIL (LKOH.ME) has a volatility of 5.88%. This indicates that YNDX.ME experiences smaller price fluctuations and is considered to be less risky than LKOH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
5.88%
YNDX.ME
LKOH.ME

Financials

YNDX.ME vs. LKOH.ME - Financials Comparison

This section allows you to compare key financial metrics between Yandex N.V. and PJSC LUKOIL. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in RUB except per share items